Morgan Stanley Call 95 GWRE 20.09.2024
/ DE000ME4AAC7
Morgan Stanley Call 95 GWRE 20.09.../ DE000ME4AAC7 /
| 24/06/2024 13:46:57 |
Chg.+0.24 |
Bid18:19:51 |
Ask18:19:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.32EUR |
+5.88% |
4.11
Bid Size: 25,000 |
4.21
Ask Size: 25,000 |
Guidewire Software I... |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4AAC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.31 |
| Parity: |
3.96 |
| Time value: |
0.38 |
| Break-even: |
132.29 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.11 |
| Spread %: |
2.60% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
2.63 |
| Rho: |
0.17 |
Quote data
| Open: |
4.21 |
| High: |
4.32 |
| Low: |
4.21 |
| Previous Close: |
4.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.92% |
| 1 Month |
|
|
+60.59% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+75.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.93 |
| 1M High / 1M Low: |
4.08 |
1.75 |
| 6M High / 6M Low: |
4.08 |
1.70 |
| High (YTD): |
21/06/2024 |
4.08 |
| Low (YTD): |
19/04/2024 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.91% |
| Volatility 6M: |
|
128.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
